Econometrics

Filename: econometrics.pdf
ISBN: 9781400823833
Release Date: 2011-12-12
Number of pages: 712
Author: Fumio Hayashi
Publisher: Princeton University Press

Download and read online Econometrics in PDF and EPUB Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.


Econometrics

Filename: econometrics.pdf
ISBN: 3642200591
Release Date: 2011-05-25
Number of pages: 410
Author: Badi H. Baltagi
Publisher: Springer Science & Business Media

Download and read online Econometrics in PDF and EPUB This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.


A Guide to Econometrics

Filename: a-guide-to-econometrics.pdf
ISBN: 026261183X
Release Date: 2003
Number of pages: 623
Author: Peter Kennedy
Publisher: MIT Press

Download and read online A Guide to Econometrics in PDF and EPUB A popular, intuitively based overview of econometrics.


Econometrics Econometric modeling of producer behavior

Filename: econometrics-econometric-modeling-of-producer-behavior.pdf
ISBN: 0262100827
Release Date: 2000
Number of pages: 545
Author: Dale Weldeau Jorgenson
Publisher: MIT Press

Download and read online Econometrics Econometric modeling of producer behavior in PDF and EPUB New methodology for econometricians, based on the dual formulation of the theory of production in terms of prices.


Econometrics

Filename: econometrics.pdf
ISBN: 0824787358
Release Date: 1976-03-01
Number of pages: 280
Author: Schmidt
Publisher: CRC Press

Download and read online Econometrics in PDF and EPUB "A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "


Econometrics

Filename: econometrics.pdf
ISBN: 1590315170
Release Date: 2005
Number of pages: 498
Author:
Publisher: American Bar Association

Download and read online Econometrics in PDF and EPUB "The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.


Econometrics

Filename: econometrics.pdf
ISBN: UOM:39015022060928
Release Date: 1991
Number of pages: 408
Author: Franklin M. Fisher
Publisher:

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Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 9780080556284
Release Date: 2007-12-13
Number of pages: 1012
Author: James J. Heckman
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6B offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend. *Part of the renowned Handbooks in Economics Series *Updates and expands the exisiting Handbook of Econometrics volumes *An invaluable reference written by some of the world's leading econometricians.


Introduction to Econometrics

Filename: introduction-to-econometrics.pdf
ISBN: 9780199567089
Release Date: 2011-03-03
Number of pages: 573
Author: Christopher Dougherty
Publisher: Oxford University Press

Download and read online Introduction to Econometrics in PDF and EPUB Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fourth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive practical exercises throughout--including fifty exercises on the same dataset--build students' confidence and provide them with hands-on practice in applying techniques. NEW TO THE FOURTH EDITION: * An expanded review section at the beginning of the book offers a more comprehensive guide to all of the statistical concepts needed to study econometrics * Additional exercises provide students with even more opportunities to put theory into practice * More Monte Carlo simulations help students use visualization to understand the math * New final sections at the end of each chapter contain summaries and non-technical introductions to more advanced topics An updated and expanded Companion Website contains resources for students and instructors: For students: * Data sets * Gretl, a free econometrics software application * PowerPoint-based slides with explanations * A study guide For instructors: * Instructor manuals for the text and data sets that detail the exercises and their solutions * PowerPoint-based slides * A "Contact the Author" link


Econometrics and Data Analysis for Developing Countries

Filename: econometrics-and-data-analysis-for-developing-countries.pdf
ISBN: 0415094003
Release Date: 1998-01
Number of pages: 496
Author: Chandan Mukherjee
Publisher: Psychology Press

Download and read online Econometrics and Data Analysis for Developing Countries in PDF and EPUB Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. Econometrics and Data Analysis for Developing Countries solves this problem. It will be essential reading for all advanced students of development economics.


Nonparametric and Semiparametric Methods in Econometrics and Statistics

Filename: nonparametric-and-semiparametric-methods-in-econometrics-and-statistics.pdf
ISBN: 0521424313
Release Date: 1991-06-28
Number of pages: 508
Author: William A. Barnett
Publisher: Cambridge University Press

Download and read online Nonparametric and Semiparametric Methods in Econometrics and Statistics in PDF and EPUB Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.


Nonparametric Econometrics

Filename: nonparametric-econometrics.pdf
ISBN: 9781400841066
Release Date: 2011-10-09
Number of pages: 768
Author: Qi Li
Publisher: Princeton University Press

Download and read online Nonparametric Econometrics in PDF and EPUB Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data--nominal and ordinal--in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types--continuous, nominal, and ordinal--within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.


Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 0080524796
Release Date: 2001-11-22
Number of pages: 740
Author: J.J. Heckman
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes


Econometrics

Filename: econometrics.pdf
ISBN: 0415156459
Release Date: 2000
Number of pages: 396
Author: Hamid Seddighi
Publisher: Psychology Press

Download and read online Econometrics in PDF and EPUB Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.


Contributions to Modern Econometrics

Filename: contributions-to-modern-econometrics.pdf
ISBN: 1402073348
Release Date: 2002-12-31
Number of pages: 282
Author: Ingo Klein
Publisher: Springer Science & Business Media

Download and read online Contributions to Modern Econometrics in PDF and EPUB The field of econometrics has gone through remarkable changes during the last decades. The earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. Contributions to Modern Econometrics represents a collection of recent economic applications of modern econometrics and methodological developments. It converse topics such as: -Effects of data quality on monetary policy, -Empirical comparison of alternative monetary aggregates, -Empirical tests of theories for the term structure of interest rates, -Financial econometrics for heavy-tailed returns, -The transformation of the Polish economy, -Labor economics, -Econometric modeling of household and investment decisions, -modeling with limited dependent variables, -testing for units roots, -Alternative smoothing algorithms, -Latent-variable models with error in variables. Contributions to Modern Econometrics is of interest to researchers and students in economics as well as practitioners in business, industry and public institutions who want to learn about recent developments in the field of econometrics.